+278.9%
TSM vs SEI
+864.7%
-585.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.5% | +3.3% |
| 7D | +4.4% | +12.4% | -8.0% | +2.1% |
| 30D | -7.0% | -18.3% | +11.3% | -4.3% |
| 3M | -1.8% | +10.4% | -12.2% | -5.1% |
| 6M | +2.7% | -12.9% | +15.6% | +2.7% |
| YTD | +37.1% | +41.8% | -4.7% | +25.1% |
| 1Y | +43.5% | +30.3% | +13.2% | +32.2% |
| 3Y | +341.5% | +697.3% | -355.8% | +205.7% |
| 5Y | +278.9% | +877.0% | -598.1% | +139.0% |
| All | +278.9% | +864.7% | -585.8% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SEI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling